check if end of calendar day before moving

lballabio · Feb 26, 2024 · 4ed9da4 · 4ed9da4
1 parent cddfec4
commit 4ed9da4
Showing 1 changed file with 5 additions and 4 deletions.
diff --git a/ql/time/calendar.cpp b/ql/time/calendar.cpp
@@ -159,11 +159,12 @@ namespace QuantLib {
             Date d1 = d + n*unit;
 
             // we are sure the unit is Months or Years
-            if (endOfMonth && isEndOfMonth(d)){
-                if (c == Unadjusted){
-                    // move to end of calendar day if using Unadjusted convention
+            if (endOfMonth){
+                if (c == Unadjusted && Date::isEndOfMonth(d)){
+                    // move to end of calendar day if using Unadjusted convention and d is last calendar day
                     return Date::endOfMonth(d1);
-                } else {
+                } else if (isEndOfMonth(d)) {
+                    // move to end of business day if d is last bussiness day
                     return Calendar::endOfMonth(d1);
                 }
             }